Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52163.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48002.27 Kr¶

PnL: ---------------------------------------> -924.23 Kr¶

DD now: ---------------------------------> -1.801 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 13:23:11.711420'

Anic Portfolio¶

Today¶

Return: -0.291 %¶

This Week¶

Return: -0.291 %¶

Total portfolio value¶

Return including deposits: 70.771 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.910000 2332.000000 143.000000 6.530000 2189.000000
SynAct Pharma 9 -0.530000 670.500000 25.500000 3.950000 645.000003
Biotage 4 0.390000 620.800000 17.800000 2.950000 603.000000
Vitrolife 3 2.660000 693.600000 16.600000 2.450000 677.000001
Embracer Group B 26 0.600000 678.080000 16.080000 2.430000 661.999988
Xvivo Perfusion 3 0.530000 861.000000 16.000000 1.890000 845.000001
Sdiptech B 3 1.010000 837.600000 15.600000 1.900000 822.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.620000 714.600000 14.600000 2.090000 699.999999
Indutrade 5 1.560000 1331.000000 11.000000 0.830000 1320.000000
Nolato B 12 -0.270000 656.400000 8.400000 1.300000 648.000000
BHG Group 49 -7.100000 647.290000 8.290000 1.300000 638.999984
Addnode Group B 6 1.360000 759.600000 7.600000 1.010000 751.999998
Latour B 2 2.060000 455.200000 6.200000 1.380000 449.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Fortnox 10 3.680000 670.800000 2.800000 0.420000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.850000 653.100000 -0.900000 -0.140000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Svolder B 35 0.650000 2170.000000 -3.500000 -0.160000 2173.500000
Sampo Oyj SDB 1 -0.700000 498.500000 -6.500000 -1.290000 505.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Lime Technologies 2 -1.680000 584.000000 -9.000000 -1.520000 593.000000
Sedana Medical 135 -2.500000 4320.000000 -11.000000 -0.250000 4330.999935
Investor B 3 0.160000 646.650000 -11.350000 -1.720000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 2.610000 660.000000 -14.000000 -2.080000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.220000 2488.800000 -48.200000 -1.900000 2537.000032
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.550000 550.200000 -60.800000 -9.950000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.700000 3792.000000 -124.000000 -3.170000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48002.270000 -924.230000 -1.80072% 48926.499863

Updated:¶

'2023-06-13 13:23:29.237214'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶